Hi everyone,
I am currently working on how to model volatility of multiple Exchange Rates using ARCH, GARCH and AR(k) EGARCH. However, I have problems writing a programing code for this as I have just never learned the commands. Sooo, is there someone who could give me an example how the above named are programmed? And would you know if I can do this in a loop since I will be modelling this for 5 Exchange rates?
Thanks a lot :)
Maren
ARCH, GARCH, AR(k) EGARCH
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
-
nerammaren
- Posts: 2
- Joined: Sat Mar 30, 2013 4:05 pm
- Location: Netherlands
Who is online
Users browsing this forum: No registered users and 2 guests
